I've got your excellent software and a legit. copy of Reason 4. I set it up as per the instructions, and it plays one instrument (say, piano) perfectly. I've tried opening 2 instances of Bome so I can have piano and strings going simultaneously - and don't get any sound out of either of them any more!

How do I set things up so I can play piano AND other instruments simultaneously?

it shouldn't be any problem to use multiple MK's at once. The only limitation is that usually, a MIDI IN port can only be opened in one application. So you should use different MIDI ports for the two instances of MK.